| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 68 | |||
| Reduced model | 69 | -1 | 0.79590417108564 | 0.375466944109452 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 68 | |||
| Reduced model | 69 | -1 | 0.88404929059732 | 0.350423110880629 |
